[R] scaling problems in "optim"

From: kathie <kathryn.lord2000_at_gmail.com>
Date: Sun, 23 Mar 2008 00:27:50 -0700 (PDT)

Dear R users,

I am trying to figure out the control parameter in "optim," especially,
"fnscale" and "parscale."

In the R docu.,



fnscale

    An overall scaling to be applied to the value of fn and gr during optimization. If negative, turns the problem into a maximization problem. Optimization is performed on fn(par)/fnscale.

parscale

    A vector of scaling values for the parameters. Optimization is performed on par/parscale and these should be comparable in the sense that a unit change in any element produces about a unit change in the scaled value.


I cannot understand these two statements.

"Optimization is performed on fn(par)/fnscale." and

"Optimization is performed on par/parscale and these should be comparable in
the sense that a unit change in any element produces about a unit change in the scaled value."

Would you please explain these things?

Thank you in advance.

Kathryn Lord

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